EFTA01458208.pdf

67:11" S• . 771,,fiim,i..7--- ,i.ni,:-.1.,forroppor Page 01 Sep 2015 2 Of 3 . r., r t. laa" -"INNIIIIIMSAlke Deutedwo Bet AG SOUTHERN FINANCIAL, LLC trod. • DefeultSvesp Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Amt 2 Not.Ccy2 Rate Spread MTM(USD) C7970754M SOUTHERN CREDIT BRASOV 13-Jan-2015 14-Jan-2015 20-Mat-2u SELL 10 003 000 00 USO 10 OCO 000 00 .is: I OCOO 330 FINANCIAL. LLC DERNATrVE- DEFSWAP Subtotal fr,21:: Oti; Y. IltitY • Option db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD) 11‘1618753 SOUTHERN Lt1_6187538U CALL 18-Dec-2015 :4,166.0':07! USD l4.166,0(0) 10000 FNANCAL LLC NY.610176 SOUTFERN TWTR N CALL 27.Jan.2016 3,89662000 Lisp 100,000 389662 9827491 FINANCAL. LLC Subtotal: 8.48: le •OPeon Settlement Not.Ccy Not.Ccy DealGrouplD Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD) 497117498/ SOUTHERN F)EurcOpt 0244.2015 04-Jan-2016 OS.Jan-2016 50,00000000 EUR (52,003.000 DO) LSD SHORT EUROPEAN PUT 1.0400 (281,010 12) 1037233558 FINANCIAL, LEO 497117496/ SOUTHERN FkuroOpi 02,14.2015 04-Jan-2016 0S-Jan-2016 50000,00000 EUR (59200000 00) LSD LONG ELRCPEAN CALL 1.1640 612,726 70 1037233550 FINANCIAL. LLC 497126993/ SCUTHERN FxEurcCp1 0240.2015 04-Jan-2016 06-Jan-2016 25,000,030 03 EUR (26.250,110 00) LSD SHORT ELRCPEAN PUT 1,0503 (172063.82) 1037255502 FINANCIAL, LLC 497126993/ SOUTHERN F)EuroOpt 02441.2015 04-Jan.2016 06Jan-2016 25.00000300 EUR (28.912.50000) LSD LONG ELRCPEAN CALL 1.1565 363.0022E) 1037255503 FINANCIAL. LLC Subtotal: 52265505 Statement ID : The valuation information set forth in this statement is provided subject to the terms and conditions set forth In the notes on the cover sheet r . CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 118021 CONFIDENTIAL SDNY_GM_00264205 EFTA01458208